+1,082.0%
MORN vs SPY
+879.5%
+202.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | +14.2% | +2.0% | +12.2% | +11.8% |
| 6M | +12.7% | +13.0% | -0.3% | +1.1% |
| YTD | -2.8% | +13.5% | -16.4% | -13.1% |
| 1Y | -18.0% | +20.0% | -38.0% | -30.1% |
| 3Y | -8.8% | +77.2% | -86.0% | -43.7% |
| 5Y | -22.4% | +81.9% | -104.3% | -52.5% |
| 10Y | +168.5% | +314.1% | -145.6% | -15.8% |
| All | +1,082.0% | +879.5% | +202.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling